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Optimal investment and reinsurance policies in insurance markets under the effect of inside information - MaRDI portal

Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518)

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scientific article; zbMATH DE number 6292449
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English
Optimal investment and reinsurance policies in insurance markets under the effect of inside information
scientific article; zbMATH DE number 6292449

    Statements

    title
    Optimal investment and reinsurance policies in insurance markets under the effect of inside information (English)
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    publication date
    6 May 2014
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    zbMATH Keywords
    inside information
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    Hamilton-Jacobi-Bellman equation
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    proportional reinsurance
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    insurance markets
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    cites work
    Q4311656
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B44
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    60J70
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    zbMATH DE Number
    6292449
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    OpenAlex ID
    W2115596421
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    DOI
    10.1002/ASMB.925
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